Note on Constrained Optimum Regression

E. M. L. Beale and P. C. Hutchinson

Journal of the Royal Statistical Society Series C, 1974, vol. 23, issue 2, 208-210

Abstract: It is shown that, in linear regression with the restriction of some regression coefficients to non‐negative values, if the best fitting equation with not more than r non‐zero regression coefficients has fewer than r non‐zero coefficients, then there can be no better‐fitting equation with more coefficients.

Date: 1974
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